+82.7%
WULF vs ADP
+283.8%
-201.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | +1.4% | -3.4% | +4.8% | +2.0% |
| 30D | -2.6% | -0.4% | -2.2% | -2.7% |
| 3M | -34.0% | +19.7% | -53.7% | -37.5% |
| 6M | +10.0% | +27.9% | -18.0% | +1.2% |
| YTD | +45.7% | +5.9% | +39.7% | +41.5% |
| 1Y | +57.3% | -7.5% | +64.8% | +60.2% |
| 3Y | +878.9% | +15.4% | +863.6% | +836.7% |
| 5Y | -28.3% | +48.4% | -76.7% | -34.6% |
| All | +82.7% | +283.8% | -201.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling